+99.7%
CLF vs PBF
+276.6%
-176.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | -19.6% | -13.8% | -5.8% | -15.9% |
| 30D | -5.0% | -19.6% | +14.6% | +0.4% |
| 3M | -6.3% | +10.3% | -16.6% | -10.3% |
| 6M | +2.8% | +63.4% | -60.7% | -14.5% |
| YTD | -13.7% | +152.6% | -166.3% | -39.5% |
| 1Y | +13.6% | +87.4% | -73.8% | -13.4% |
| 3Y | -34.0% | +63.3% | -97.2% | -50.4% |
| 5Y | -48.7% | +412.5% | -461.2% | -75.9% |
| All | +99.7% | +276.6% | -176.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling